+194.4%
UMC vs MSFU
+88.0%
+106.4%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.4% | -2.7% | -2.4% |
| 7D | +11.2% | -2.8% | +14.0% | +11.8% |
| 30D | -28.0% | -5.3% | -22.7% | -27.1% |
| 3M | -20.5% | +7.2% | -27.8% | -22.1% |
| 6M | -1.6% | +51.0% | -52.6% | -12.4% |
| YTD | +99.4% | -1.2% | +100.6% | +97.6% |
| 1Y | +120.4% | -10.3% | +130.7% | +124.3% |
| 3Y | +134.2% | +22.2% | +112.0% | +99.1% |
| All | +194.4% | +88.0% | +106.4% | +95.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MSFU.
Daily Out/Under-Performance
Portfolio return minus MSFU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSFU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded MSFU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling